+156.2%
ROST vs GH
+473.1%
-316.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | -2.5% | -1.2% | -1.2% | -2.4% |
| 30D | -10.3% | -3.7% | -6.6% | -10.0% |
| 3M | -2.6% | +21.7% | -24.3% | -5.2% |
| 6M | +6.5% | +75.7% | -69.2% | -1.1% |
| YTD | +25.9% | +55.7% | -29.8% | +18.2% |
| 1Y | +52.3% | +181.1% | -128.8% | +32.4% |
| 3Y | +94.6% | +371.6% | -277.1% | +51.7% |
| 5Y | +111.1% | +23.2% | +87.9% | +82.7% |
| All | +156.2% | +473.1% | -316.9% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling